+24.7%
VWO vs IP
-12.0%
+36.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -0.4% | -5.1% | +4.7% | +0.5% |
| 30D | -7.6% | +8.5% | -16.1% | -9.0% |
| 3M | -7.6% | -13.8% | +6.2% | -5.3% |
| 6M | -8.7% | +5.7% | -14.4% | -10.4% |
| YTD | +3.2% | -9.1% | +12.3% | +3.5% |
| 1Y | +3.6% | -0.8% | +4.4% | +2.0% |
| 3Y | +51.8% | +14.8% | +37.0% | +38.8% |
| All | +24.7% | -12.0% | +36.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling